Improving efficiency by shrinkage

by Marvin H. J. Gruber

This well-targeted reference/text offers a unified treatment of different kinds of James-Stein and ridge regression estimators from a frequentist and Bayesian point of view. With nearly 1300 equations, bibliographic citations, and figures, Improving Efficiency by Shrinkage is an outstanding reference for applied statisticians, engineers, econometricians, sociologists, psychologists, data analysts, biometricians, and medical researchers and an excellent text for graduate-level courses in regression, linear models, and econometrics as well as seminars in statistics.